+61.7%
FHN vs WCN
+48.0%
+13.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.6% |
| 30D | +3.8% | +23.9% | -20.1% | -0.3% |
| 3M | -8.9% | +17.4% | -26.4% | -11.7% |
| 6M | +1.8% | +28.0% | -26.2% | -3.0% |
| YTD | +0.6% | +11.6% | -11.0% | -1.8% |
| 1Y | +12.9% | +16.9% | -3.9% | +9.2% |
| 3Y | +126.4% | +51.6% | +74.8% | +108.1% |
| All | +61.7% | +48.0% | +13.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling